CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 18-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2012 |
18-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0257 |
1.0324 |
0.0067 |
0.7% |
1.0107 |
| High |
1.0339 |
1.0363 |
0.0024 |
0.2% |
1.0239 |
| Low |
1.0217 |
1.0307 |
0.0090 |
0.9% |
1.0089 |
| Close |
1.0326 |
1.0318 |
-0.0008 |
-0.1% |
1.0176 |
| Range |
0.0122 |
0.0056 |
-0.0066 |
-54.1% |
0.0150 |
| ATR |
0.0085 |
0.0083 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
134,525 |
131,247 |
-3,278 |
-2.4% |
542,502 |
|
| Daily Pivots for day following 18-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0497 |
1.0464 |
1.0349 |
|
| R3 |
1.0441 |
1.0408 |
1.0333 |
|
| R2 |
1.0385 |
1.0385 |
1.0328 |
|
| R1 |
1.0352 |
1.0352 |
1.0323 |
1.0341 |
| PP |
1.0329 |
1.0329 |
1.0329 |
1.0324 |
| S1 |
1.0296 |
1.0296 |
1.0313 |
1.0285 |
| S2 |
1.0273 |
1.0273 |
1.0308 |
|
| S3 |
1.0217 |
1.0240 |
1.0303 |
|
| S4 |
1.0161 |
1.0184 |
1.0287 |
|
|
| Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0618 |
1.0547 |
1.0259 |
|
| R3 |
1.0468 |
1.0397 |
1.0217 |
|
| R2 |
1.0318 |
1.0318 |
1.0204 |
|
| R1 |
1.0247 |
1.0247 |
1.0190 |
1.0283 |
| PP |
1.0168 |
1.0168 |
1.0168 |
1.0186 |
| S1 |
1.0097 |
1.0097 |
1.0162 |
1.0133 |
| S2 |
1.0018 |
1.0018 |
1.0149 |
|
| S3 |
0.9868 |
0.9947 |
1.0135 |
|
| S4 |
0.9718 |
0.9797 |
1.0094 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0363 |
1.0150 |
0.0213 |
2.1% |
0.0071 |
0.7% |
79% |
True |
False |
113,724 |
| 10 |
1.0363 |
1.0089 |
0.0274 |
2.7% |
0.0078 |
0.8% |
84% |
True |
False |
113,889 |
| 20 |
1.0442 |
1.0089 |
0.0353 |
3.4% |
0.0084 |
0.8% |
65% |
False |
False |
117,999 |
| 40 |
1.0537 |
1.0077 |
0.0460 |
4.5% |
0.0086 |
0.8% |
52% |
False |
False |
81,534 |
| 60 |
1.0537 |
1.0077 |
0.0460 |
4.5% |
0.0079 |
0.8% |
52% |
False |
False |
54,390 |
| 80 |
1.0537 |
0.9867 |
0.0670 |
6.5% |
0.0074 |
0.7% |
67% |
False |
False |
40,806 |
| 100 |
1.0537 |
0.9545 |
0.0992 |
9.6% |
0.0069 |
0.7% |
78% |
False |
False |
32,665 |
| 120 |
1.0537 |
0.9545 |
0.0992 |
9.6% |
0.0058 |
0.6% |
78% |
False |
False |
27,222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0601 |
|
2.618 |
1.0510 |
|
1.618 |
1.0454 |
|
1.000 |
1.0419 |
|
0.618 |
1.0398 |
|
HIGH |
1.0363 |
|
0.618 |
1.0342 |
|
0.500 |
1.0335 |
|
0.382 |
1.0328 |
|
LOW |
1.0307 |
|
0.618 |
1.0272 |
|
1.000 |
1.0251 |
|
1.618 |
1.0216 |
|
2.618 |
1.0160 |
|
4.250 |
1.0069 |
|
|
| Fisher Pivots for day following 18-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0335 |
1.0304 |
| PP |
1.0329 |
1.0291 |
| S1 |
1.0324 |
1.0277 |
|